# If { X t } is the linear process with { Z t } ∼ IID (0 ,σ 2 )and η = EZ 3 t , how that the…

If {*X _{t}*} is the linear process with {

*Z*} ∼ IID (0

_{t}*,σ*

^{2})and

*η*=

*EZ*

^{3}

*, how that the third-order cumulant function of {*

_{t}*X*} is given by

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If { X t } is the linear process with { Z t } ∼ IID (0 ,σ 2 )and η = EZ 3 t , how that the…

Just from $13/Page

Use this result to establish equation. Conclude that if {*X _{t}*} is a Gaussian linear process, then

*C*

_{3}

*(r, s)*≡ 0 and

*f*

_{3}

*(ω*

_{1}

*, ω*

_{2}

*)*≡ 0.